-98.0%
IRE vs VO
+13.6%
-111.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | 0.0% | -14.4% | -14.4% |
| 7D | -31.8% | +3.1% | -34.9% | -43.8% |
| 30D | -71.8% | +2.2% | -74.0% | -74.2% |
| 3M | -88.9% | -2.5% | -86.4% | -85.9% |
| 6M | -95.4% | +7.0% | -102.3% | -96.4% |
| YTD | -94.2% | +14.0% | -108.2% | -96.6% |
| 1Y | -97.1% | +15.6% | -112.7% | -98.3% |
| All | -98.0% | +13.6% | -111.6% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling